FXDREAM - Front Office Analysis and Pricing Tool

FXDREAM is a market information program and financial calculator developed for the Trading departments of International Treasuries. It is made available as either a stand-alone product or as an optional module of the SYSTEM10 Treasury Risk Management System for Windows.


Highlighted features

It gives your organization the ability of examining FX and currency interest rates implementing user defined information sources. These information sources can be a combination of real time market feed addresses or manual rates that have been entered on an organizational (local desk) or private (user) basis.

If your organization has the optional Market Contribution Module, you can even broadcast the selected rates to your external information provider.

The organization and/or individual users can define the screens to include user specified periods of time (observations). These periods can be defined with standard period labels (i.e. 1 week, 2 months, 3 years, and, etc.), IMM labels (JUN99, SEP99, and, etc.), actual date entries and/or the number of days in relation to spot. The program even provides the user with a facility for defining the periods with broken date periods, as well as Forward Forward periods which are calculated from the broken dates.

You can perform complex financial simulations and analysis. This includes the computation of corresponding deposit rates from the swap rates of user selected currency pairs, from combinations of swap and deposit rates or even the applicable rates calculated using (over) a second currency pair.

You can perform break even analysis for currency pairs applying user selected day basis conventions. It also provides with the opportunity of including or excluding the costs to cover.

The user can even save these screen definitions with individual names so that they are in a sense their own programs (i.e. arbitrage calculator, financing calculator, simulation screens, and, etc.). The user can even customize the font and colours used to their own desire.